AVNT Options History — October 2020

In October 2020, AVNT traded between $26.73 and $32.91. ATM implied volatility averaged 46.5%. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 1.1% (HV 20d: 47.6%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.44.

Notable Days

  • 2020-10-05: Highest Volume — 241 contracts
  • 2020-10-09: Largest IV drop — 40.7% change
  • 2020-10-01: Largest Expected Move — 19.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.43$26.73$32.91$26.73$30.96
Max Pain$29.55$25.00$30.00$25.00$30.00
ATM IV46.5%30.2%66.8%66.8%63.1%
Expected Move13.3%8.7%19.2%19.2%18.1%
HV 20d47.6%31.0%54.4%45.5%31.0%
HV 60d43.2%41.6%45.8%45.8%41.6%
Term Structure-0.7%-23.9%24.6%22.2%-13.7%
VWIV47.7%29.1%61.5%45.1%53.4%
Skew 25d16.6%-3.0%69.0%57.4%17.3%
Skew 10d26.5%-76.4%102.8%-76.4%42.0%
Call IV 25d41.9%25.7%63.7%48.5%55.2%
Put IV 25d58.5%32.9%132.7%106.0%72.5%
Bid-Ask Spread %107.3869.55143.55143.5569.55
Gamma HHI0.380.290.490.430.37
Net GEX16.5K-5.8K29.5K-5.8K13.3K
Net DEX-726.4K-1.1M61.6K61.6K-514.7K
Net VEX-4.3K-4.9K-3.8K-4.1K-4.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.004.670.000.60
Total Volume41.136024100
Total OI1,189.1368801,4038801,162

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$26.73$25.0066.8%19.2%45.5%0.0%0.0%57.4%22.2%-5.8K61.6K-4.1K0.00143.55N/AN/A00290590
2020-10-02$28.93$25.0045.0%12.9%52.3%0.0%45.1%-3.0%3.4%539-150.5K-3.8K0.00115.54N/AN/A900290590
2020-10-05$30.23$30.0036.2%13.9%53.3%0.0%52.9%2.2%-3.5%11.4K-415.3K-3.8K0.00107.29N/AN/A2410380590
2020-10-06$31.03$30.0034.0%14.9%53.0%0.0%52.8%10.3%-12.5%25.0K-745.4K-4.0K0.3092.60N/AN/A9829511590
2020-10-07$32.32$30.0044.8%10.7%54.4%0.0%47.3%6.1%15.6%22.3K-923.6K-4.3K0.07100.89N/AN/A302562617
2020-10-08$32.40$30.0061.1%8.8%53.3%0.0%61.5%1.0%-8.7%17.5K-893.1K-4.9K0.01109.74N/AN/A2011564619
2020-10-09$31.85$30.0036.2%14.4%53.9%0.0%44.7%11.6%14.3%28.1K-951.4K-4.7K0.05112.88N/AN/A211707620
2020-10-12$31.95$30.0049.4%11.5%53.7%0.0%0.0%24.8%8.1%29.5K-928.2K-4.5K0.00125.64N/AN/A830712621
2020-10-13$31.83$30.0038.2%10.3%53.8%0.0%0.0%-1.7%-2.0%21.7K-1.0M-4.3K0.00117.34N/AN/A100774626
2020-10-14$32.30$30.0051.4%14.7%53.8%0.0%52.4%35.9%-13.7%23.8K-1.1M-4.6K0.00105.95N/AN/A60776626
2020-10-15$32.09$30.0052.6%15.1%54.0%0.0%52.6%24.5%-23.9%17.1K-983.5K-4.7K0.67109.86N/AN/A32776626
2020-10-16$32.26$30.0039.3%11.3%53.6%0.0%47.9%15.3%-10.0%18.9K-1.1M-4.3K0.50106.45N/AN/A21776627
2020-10-19$31.82$30.0040.4%11.6%46.0%0.0%49.6%69.0%24.6%17.6K-740.0K-4.4K4.67125.81N/AN/A314578601
2020-10-20$32.05$30.0041.9%12.0%45.9%0.0%47.3%-1.2%-12.7%14.4K-760.6K-4.3K0.40117.68N/AN/A52578613
2020-10-21$32.55$30.0030.2%8.7%42.8%0.0%35.4%10.0%2.4%22.3K-803.4K-4.8K0.00104.70N/AN/A290578613
2020-10-22$32.91$30.0033.8%9.7%42.8%0.0%29.1%18.6%5.9%21.0K-888.2K-4.0K0.00105.77N/AN/A100557613
2020-10-23$32.75$30.0041.1%11.8%38.7%0.0%44.2%9.6%3.5%17.9K-789.7K-4.5K0.29106.40N/AN/A72551613
2020-10-26$31.70$30.0055.0%15.8%41.2%0.0%0.0%35.4%-10.2%13.7K-612.3K-4.3K0.0092.92N/AN/A00551613
2020-10-27$31.05$30.0048.5%13.9%41.8%0.0%0.0%5.1%21.1%7.9K-540.6K-4.5K0.00100.40N/AN/A04546613
2020-10-28$30.65$30.0053.4%15.3%40.6%0.0%53.4%11.8%-13.1%9.9K-586.8K-4.3K0.60106.00N/AN/A53546613
2020-10-29$31.16$30.0059.7%17.1%40.7%0.0%0.0%4.6%-12.4%15.0K-632.2K-3.9K0.0085.37N/AN/A00551611
2020-10-30$30.96$30.0063.1%18.1%31.0%0.0%0.0%17.3%-13.7%13.3K-514.7K-4.2K0.0069.55N/AN/A00551611